Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49456.42 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43457.45 Kr¶

PnL: ---------------------------------------> -1418.13 Kr¶

DD now: ---------------------------------> -6.897 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:22:41.028776'

Anic Portfolio¶

Today¶

Return: -0.244 %¶

This Week¶

Return: -2.552 %¶

Total portfolio value¶

Return including deposits: 61.908 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.560000 1522.730000 99.730000 7.010000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.000000 915.840000 3.840000 0.420000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 -0.110000 893.000000 -11.000000 -1.220000 904.000000
AcadeMedia 20 -0.620000 964.000000 -14.000000 -1.430000 978.000000
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
Biotage 1 -5.560000 134.100000 -14.900000 -10.000000 149.000000
JM 7 -0.600000 934.500000 -15.500000 -1.630000 950.000002
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
OX2 12 -1.790000 890.400000 -18.600000 -2.050000 909.000000
Vitrolife 3 -0.270000 655.200000 -21.800000 -3.220000 677.000001
Addnode Group B 7 -0.630000 882.000000 -23.000000 -2.540000 904.999998
Bufab 3 -0.680000 1052.400000 -23.600000 -2.190000 1076.000001
Latour B 4 -2.030000 830.800000 -25.200000 -2.940000 856.000000
Investor B 3 -0.850000 632.250000 -25.750000 -3.910000 657.999999
Creaspac SPAC 40 -0.100000 3808.000000 -26.000000 -0.680000 3834.000000
Vitec Software Group B 2 -2.530000 1077.000000 -27.000000 -2.450000 1104.000000
Sandvik 4 -0.100000 817.600000 -30.400000 -3.580000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Hexatronic Group 15 -0.550000 1038.900000 -32.100000 -3.000000 1071.000000
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
Alimak Group 12 -0.740000 964.800000 -42.200000 -4.190000 1007.000004
Byggmax Group 33 -1.200000 924.660000 -42.340000 -4.380000 966.999990
SKF B 5 -1.190000 937.250000 -42.750000 -4.360000 980.000000
EQT 4 -2.780000 825.600000 -47.400000 -5.430000 873.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -0.900000 749.600000 -56.400000 -7.000000 806.000000
HEXPOL B 8 -5.520000 889.600000 -67.400000 -7.040000 957.000000
Orrön Energy 170 -4.010000 1972.000000 -74.000000 -3.620000 2045.999980
Hexagon B 26 -1.810000 3322.800000 -97.200000 -2.840000 3420.000012
VEF 788 -0.780000 1798.220000 -104.780000 -5.510000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43457.450000 -1418.130000 -6.89741% 44875.578016

Updated:¶

'2023-06-21 15:22:57.532930'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶